Jessica Bradley was a hologram in one of Picard's Dixon Hill holonovels. Jessica claimed that someone was trying to kill her, and therefore she wanted to hire Dixon Hill.
After reading the San Francisco Herald, Picard finds out Jessica has been murdered and felt sorry he couldn't have stopped it, even though she's just a holodeck character. Picard (as Hill) was later accused by two police officers of murdering Jessica. (TNG: "The Big Goodbye")
Jessica Bradley was played by Carolyn Allport.
Although anything from the holodeck supposedly dematerializes upon leaving the holodeck, Doctor Crusher is seen in the observation lounge wiping off the lipstick from Picard after being kissed by the holodeck character Jessica Bradley. A similar lack of continuity is found in Encounter at Farpoint, when Wesley Crusher remains wet after falling in holographic water, suggesting certain basic elements replicated in the holodeck do not dematerialise outside of it.